Jungsuk Han
Personal Details
First Name: | Jungsuk |
Middle Name: | |
Last Name: | Han |
Suffix: | |
RePEc Short-ID: | pha978 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/jshanwebpage/ | |
Affiliation
Business School
Seoul National University
Seoul, South Koreahttp://cba.snu.ac.kr/
RePEc:edi:bssnukr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Han, Jungsuk & Sangiorgi, Francesco, 2015.
"Searching for Information,"
Working Paper Series
300, Sveriges Riksbank (Central Bank of Sweden).
- Han, Jungsuk & Sangiorgi, Francesco, 2018. "Searching for information," Journal of Economic Theory, Elsevier, vol. 175(C), pages 342-373.
Articles
- Dow, James & Han, Jungsuk & Sangiorgi, Francesco, 2024. "The short-termism trap: Catering to informed investors with limited horizons," Journal of Financial Economics, Elsevier, vol. 159(C).
- Jules Van Binsbergen & Jungsuk Han & Hongxun Ruan & Ran Xing, 2024. "A Horizon‐Based Decomposition of Mutual Fund Value Added Using Transactions," Journal of Finance, American Finance Association, vol. 79(3), pages 1831-1882, June.
- James Dow & Jungsuk Han & Francesco Sangiorgi & Stijn Van Nieuwerburgh, 2021. "Hysteresis in Price Efficiency and the Economics of Slow-Moving Capital," The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2857-2909.
- Han, Jungsuk & Sangiorgi, Francesco, 2018.
"Searching for information,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 342-373.
- Han, Jungsuk & Sangiorgi, Francesco, 2015. "Searching for Information," Working Paper Series 300, Sveriges Riksbank (Central Bank of Sweden).
- James Dow & Jungsuk Han, 2018. "The Paradox of Financial Fire Sales: The Role of Arbitrage Capital in Determining Liquidity," Journal of Finance, American Finance Association, vol. 73(1), pages 229-274, February.
- Jungsuk Han & Albert S. Kyle, 2018. "Speculative Equilibrium with Differences in Higher-Order Beliefs," Management Science, INFORMS, vol. 64(9), pages 4317-4332, September.
- Dow, James & Han, Jungsuk, 2015. "Contractual incompleteness, limited liability and asset price bubbles," Journal of Financial Economics, Elsevier, vol. 116(2), pages 383-409.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Han, Jungsuk & Sangiorgi, Francesco, 2015.
"Searching for Information,"
Working Paper Series
300, Sveriges Riksbank (Central Bank of Sweden).
- Han, Jungsuk & Sangiorgi, Francesco, 2018. "Searching for information," Journal of Economic Theory, Elsevier, vol. 175(C), pages 342-373.
Cited by:
- Myatt, David P & Wallace, Chris, 2017.
"Information Acquisition and Use by Networked Players,"
CRETA Online Discussion Paper Series
32, Centre for Research in Economic Theory and its Applications CRETA.
- Myatt, David P. & Wallace, Chris, 2019. "Information acquisition and use by networked players," Journal of Economic Theory, Elsevier, vol. 182(C), pages 360-401.
- Jérôme Dugast & Thierry Foucault, 2020.
"Equilibrium Data Mining and Data Abundance,"
Post-Print
hal-02933315, HAL.
- Jérôme Dugast & Thierry Foucault, 2023. "Equilibrium Data Mining and Data Abundance," Post-Print hal-04390474, HAL.
- Jérome Dugast & Thierry Foucault, 2020. "Equilibrium Data Mining and Data Abundance," Post-Print hal-02933316, HAL.
- Jérôme Dugast & Thierry Foucault, 2020. "Equilibrium Data Mining and Data Abundance," Working Papers hal-03053967, HAL.
- Jérome Dugast & Thierry Foucault, 2023. "Equilibrium Data Mining and Data Abundance," Post-Print hal-04390540, HAL.
- Jérôme Dugast & Thierry Foucault, 2023. "Equilibrium Data Mining and Data Abundance," Post-Print hal-04505144, HAL.
- Vives, Xavier & Yang, Liyan & Mondria, Jordi, 2017.
"Costly Interpretation of Asset Prices,"
CEPR Discussion Papers
12360, C.E.P.R. Discussion Papers.
- Jordi Mondria & Xavier Vives & Liyan Yang, 2022. "Costly Interpretation of Asset Prices," Management Science, INFORMS, vol. 68(1), pages 52-74, January.
- Yijie Han & Hemasree Koganti & Nikita Goyal, 2020. "Sort Integers into a Linked List," Computer and Information Science, Canadian Center of Science and Education, vol. 13(1), pages 1-51, February.
Articles
- James Dow & Jungsuk Han & Francesco Sangiorgi & Stijn Van Nieuwerburgh, 2021.
"Hysteresis in Price Efficiency and the Economics of Slow-Moving Capital,"
The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2857-2909.
Cited by:
- Sandro Lunghi & Daniel Schmidt & Bastian von Beschwitz, 2021. "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," Finance and Economics Discussion Series 2021-022, Board of Governors of the Federal Reserve System (U.S.).
- Han, Jungsuk & Sangiorgi, Francesco, 2018.
"Searching for information,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 342-373.
See citations under working paper version above.
- Han, Jungsuk & Sangiorgi, Francesco, 2015. "Searching for Information," Working Paper Series 300, Sveriges Riksbank (Central Bank of Sweden).
- James Dow & Jungsuk Han, 2018.
"The Paradox of Financial Fire Sales: The Role of Arbitrage Capital in Determining Liquidity,"
Journal of Finance, American Finance Association, vol. 73(1), pages 229-274, February.
Cited by:
- Mr. Ehsan Ebrahimy, 2019. "Fire Sales in Frozen Markets," IMF Working Papers 2019/092, International Monetary Fund.
- Akihiko Ikeda & Hiroshi Osano, 2020. "Information Investment Regulation and Portfolio Delegation," KIER Working Papers 1032, Kyoto University, Institute of Economic Research.
- Fenghua Song & Anjan V. Thakor, 2023. "Market Freeze and Bank Capital Structure Heterogeneity," Management Science, INFORMS, vol. 69(3), pages 1856-1876, March.
- Suzuki, Shiba, 2018. "Inequality and asset fire sales," MPRA Paper 90906, University Library of Munich, Germany.
- Farshid Abdi, 2018. "Cycles of Declines and Reversals Following Overnight Market Declines," Working Papers on Finance 1829, University of St. Gallen, School of Finance.
- Ebrahimy, Ehsan, 2019. "Fire-sales in frozen markets," ESRB Working Paper Series 100, European Systemic Risk Board.
- Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2018. "Market volatility, liquidity shocks, and stock returns: Worldwide evidence," Pacific-Basin Finance Journal, Elsevier, vol. 49(C), pages 164-199.
- Jungsuk Han & Albert S. Kyle, 2018.
"Speculative Equilibrium with Differences in Higher-Order Beliefs,"
Management Science, INFORMS, vol. 64(9), pages 4317-4332, September.
Cited by:
- Evan Piermont & Peio Zuazo-Garin, 2021. "Heterogeneously Perceived Incentives in Dynamic Environments: Rationalization, Robustness and Unique Selections," Papers 2105.06772, arXiv.org.
- Luz, Valentin & Schauer, Victor & Viehweger, Martin, 2024. "Beyond preferences: Beliefs in sustainable investing," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 584-607.
- Dow, James & Han, Jungsuk, 2015.
"Contractual incompleteness, limited liability and asset price bubbles,"
Journal of Financial Economics, Elsevier, vol. 116(2), pages 383-409.
Cited by:
- Franklin Allen & Douglas Gale & Gadi Barlevy, 2019.
"Asset Price Booms and Macroeconomic Policy: a Risk-Shifting Approach,"
2019 Meeting Papers
587, Society for Economic Dynamics.
- Franklin Allen & Gadi Barlevy & Douglas Gale, 2022. "Asset Price Booms and Macroeconomic Policy: A Risk-Shifting Approach," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(2), pages 243-280, April.
- Stephen F. LeRoy & Rish Singhania, 2020. "Deposit insurance and the coexistence of commercial and shadow banks," Annals of Finance, Springer, vol. 16(2), pages 159-194, June.
- Akshay Bhat, 2019. "Bounded Rationality, Motivation & Private Information And Its Implications On Contracts," Working papers 2019-32-07, Voice of Research.
- Franklin Allen & Douglas Gale & Gadi Barlevy, 2019.
"Asset Price Booms and Macroeconomic Policy: a Risk-Shifting Approach,"
2019 Meeting Papers
587, Society for Economic Dynamics.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CMP: Computational Economics (1) 2015-07-11. Author is listed
- NEP-GTH: Game Theory (1) 2015-07-11. Author is listed
- NEP-MIC: Microeconomics (1) 2015-07-11. Author is listed
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